Mother 3 for the Gameboy Advance. Japan only, but there is a Fan Translation available for download.

Although it's pretty wacky, some parts will have you sobbing your eyes out. Its tagline isn't "Strange, Funny, Heartrending" for nothing, you know! Also, it tries and SUCCEEDS in making you feel sorry for the (absolutely adorable) main character, Lucas. By the time I finished playing for the first time, I wanted to jump into the screen and give him a great big hug.
The game has great characters, cool enemies, and reveals that will leave you awe-struck. It has a great battle system - you can hit your opponent up to 16 times, to the beat of the battle music. I'm not very good at it, but it's still fun! There's also the brilliantly done "Nature vs. Technology" theme going on, as well as a mind-bogglingly narrated depiction of corruption. There's also an environmental message behind it, along with the meanings of love, friendship, and family.

I would urge everyone to experience the mastery of the Bioshocks. They're beautiful, twisted games with amazing music and attention to detail. Certainly the characters of the first game are the most memorable, but the sequel was not without its emotional and overwhelmingly philosophically challenging journey of game-play. What's more the game itself is at times eerie, but also exciting and always keeps you on your toes.